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Commit 0559317

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author
jenkins
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git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "b7eab16dd4" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "9a2926e35b" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "73a0129"
2 parents fc66f3c + 9a2926e commit 0559317

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QuantExt/qle/cashflows/floatingratefxlinkednotionalcoupon.hpp

Lines changed: 4 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -39,10 +39,13 @@ class FloatingRateFXLinkedNotionalCoupon : public FloatingRateCoupon, public FXL
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FloatingRateFXLinkedNotionalCoupon(const Date& fxFixingDate, Real foreignAmount, boost::shared_ptr<FxIndex> fxIndex,
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const boost::shared_ptr<FloatingRateCoupon>& underlying)
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: FloatingRateCoupon(underlying->date(), Null<Real>(), underlying->accrualStartDate(),
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underlying->accrualEndDate(), underlying->fixingDays(), underlying->index(),
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underlying->accrualEndDate(), underlying->fixingDate(), underlying->index(),
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underlying->gearing(), underlying->spread(), underlying->referencePeriodStart(),
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underlying->referencePeriodEnd(), underlying->dayCounter(), underlying->isInArrears()),
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FXLinked(fxFixingDate, foreignAmount, fxIndex), underlying_(underlying) {
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fixingDays_ = underlying->fixingDays() == Null<Natural>()
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? (underlying->index() ? underlying->index()->fixingDays() : 0)
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: underlying->fixingDays();
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registerWith(FXLinked::fxIndex());
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registerWith(underlying_);
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}

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